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The Cambridge-INET Institute

 

Jean-Michael Zakoian (Cambridge-INET visitor) (CREST)

"Estimating multivariate GARCH and Stochastic Correlation models equation by equation"

When: Wednesday 4th June 2014 - 5:00pm

Where: Meade Room, Austin Robinson Building

Reading Group: Econometrics Seminars & Cambridge-INET Seminar

Theme: empirical